Third-Party Products & Services

KySim, KyPlant, KyStore, and KySwing

Simulation of energy prices and valuation of energy market assets

Highlights

  • Advanced price simulation models for multiple forward and spot energy markets
  • Power, gas, oil, coal, carbon, biofuels, FX: correlations, co-integration, volatility, and spreads
  • Market-based valuations: intrinsic, rolling intrinsic, and full-option value
  • Analysis of physical and financial strategies
  • Least-squares Monte Carlo, dynamic programming, and other optimization techniques
  • Option Greeks and detailed simulation outputs

Description

KYOS Energy Consulting provides a range of standardized models for decision support and risk management in energy markets.

The KyPlant plant valuation model is developed to value and optimize fuel-fired power plants; it contains a powerful dispatch optimization tool to handle a large range of plant characteristics and constraints, in particular related to starts and stops.

The KyStore model is developed for the valuation and optimization of gas storage. It enables users to incorporate many physical and market constraints. It is based on the least-squares Monte Carlo technique and allows users to base trading decisions on any price process. The parameters of this standard, innovative three-factor model are easy to calibrate and interpret in terms of tradable contracts. 

The KySwing model is developed for the valuation of long-term gas contracts and applies largely the same methodology; it can handle multiple volume constraints and an indexed contract price. 

The basis for all models is an advanced price simulation model for energy markets and FX rates.

KYOS Energy Consulting

Lange Herenstraat 38 zwart
LJ Haarlem , 2011
NETHERLANDS
Tel: +31 (0) 23 551 02 21
dejong@kyos.com
www.kyos.com

Required Products

Platforms

  • Linux
  • Macintosh
  • UNIX
  • Windows

Support

  • E-mail
  • Telephone

Product Type

  • Modeling and Simulation Tools

Tasks

  • Data Analysis and Statistics
  • Desktop, Web and Enterprise Deployment
  • System Modeling and Simulation

Industries

  • Financial Services
  • Utilities and Energy